Ordering Uncertain Prospects: The Multivariate Utility Functions Case
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Cited by:
- Range, Troels Martin & Østerdal, Lars Peter, 2013. "Checking bivariate first order dominance," Discussion Papers on Economics 9/2013, University of Southern Denmark, Department of Economics.
- Abdelaziz, F. Ben & Lang, P. & Nadeau, R., 1995. "Distributional efficiency in multiobjective stochastic linear programming," European Journal of Operational Research, Elsevier, vol. 85(2), pages 399-415, September.
- Østerdal, Lars Peter, 2010. "The mass transfer approach to multivariate discrete first order stochastic dominance: Direct proof and implications," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1222-1228, November.
- Sudhir A. Shah, 2010. "Comparative Riskiness Of Random Vector Outcomes," Working papers 191, Centre for Development Economics, Delhi School of Economics.
- Henry Chiu, W., 2020. "Financial risk taking in the presence of correlated non-financial background risk," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 167-179.
- Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012. "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 162-174.
- Jeffrey, Scott R., 1987. "The Application Of Stochastic Dominance Techniques To Multi-Period Problems: Issues And Implications," Staff Papers 13547, University of Minnesota, Department of Applied Economics.
- Shah, Sudhir A., 2017. "How risky is a random process?," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 70-81.
- Finn Tarp & Lars Peter Østerdal, 2007. "Multivariate Discrete First Order Stochastic Dominance," Discussion Papers 07-23, University of Copenhagen. Department of Economics.
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